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The Short and Long Term Performance Persistence in the Central European Banking Industry

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Author Info

  • Krzysztof Jackowicz
  • Oskar Kowalewski
  • Łukasz Kozłowski

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File URL: http://ce.vizja.pl/en/download-pdf/id/224
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Bibliographic Info

Article provided by University of Finance and Management in Warsaw in its journal Contemporary Economics.

Volume (Year): 5 (2011)
Issue (Month): 4 (December)
Pages:

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Handle: RePEc:wyz:journl:id:224

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Web page: http://www.vizja.pl/
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References

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  1. Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 973-997, March.
  2. Prather, Laurie & Bertin, William J. & Henker, Thomas, 2004. "Mutual fund characteristics, managerial attributes, and fund performance," Review of Financial Economics, Elsevier, vol. 13(4), pages 305-326.
  3. Daniel Capocci, 2002. "An Analysis of Hedge Fund Performance," Finance 0210001, EconWPA.
  4. Dariusz Filip, 2011. "Performance Persistence of Equity Funds in Hungary," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(1), March.
  5. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2008. "UK mutual fund performance: Skill or luck?," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 613-634, September.
  6. William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management.
  7. Deaves, Richard, 2004. "Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 673-694, March.
  8. Mariarosaria Agostino & Leone Leonida & Francesco Trivieri, 2005. "Profits persistence and ownership: evidence from the Italian banking sector," Applied Economics, Taylor and Francis Journals, vol. 37(14), pages 1615-1621.
  9. Steri, Roberto & Giorgino, Marco & Viviani, Diego, 2009. "The Italian hedge funds industry: An empirical analysis of performance and persistence," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 75-91, February.
  10. Collinet, Lance & Firer, Colin, 2003. "Characterising persistence of performance amongst South African general equity unit trusts," Omega, Elsevier, vol. 31(6), pages 523-538, December.
  11. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
  12. Tonks, Ian, 2002. "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002 175, Royal Economic Society.
  13. Bao, Jack & Edmans, Alex, 2009. "Do Investment Banks Have Skill? Performance Persistence of M&A Advisors," Working Paper Series 2009-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  14. Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
  15. Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1999. "Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks," Finance and Economics Discussion Series 1999-28, Board of Governors of the Federal Reserve System (U.S.).
  16. Carpenter, Jennifer N. & Lynch, Anthony W., 1999. "Survivorship bias and attrition effects in measures of performance persistence," Journal of Financial Economics, Elsevier, vol. 54(3), pages 337-374, December.
  17. Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September.
  18. Martina Bers & Jeff Madura, 2000. "Why Does Performance Persistence Vary Among Closed-End Funds?," Journal of Financial Services Research, Springer, vol. 17(2), pages 127-147, August.
  19. Fletcher, Jonathan & Forbes, David, 2002. "An exploration of the persistence of UK unit trust performance," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 475-493, December.
  20. Goddard, John & Liu, Hong & Molyneux, Philip & Wilson, John O.S., 2011. "The persistence of bank profit," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2881-2890, November.
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